QUANTS.
FUTURES.
FORECASTS.

What is The Trend Day Forecast?

The Trend Day Forecast is the one futures markets forecast for large professional traders that has a published and profitable P&L: TDF trade recommendations work

Which markets?

Futures. Bonds, Bund, S&P, Stoxx, Gold, Copper, Corn, VIX

What time frames?

Overnight, Intraday, and 1 thru 5 day

Who is The Trend Day Forecast for?

Large traders and trading desks wanting a quantitative view into the markets

What is The Forecast’s P&L?

$7912/contract/month.

As of March 2013. Out of sample and since inception in March of 2012.

We post the current P&L here: < http://www.verticalsolutions.com/blog/>

(Past performance is not indicative of future results…)

How do I think about The Trend Day Forecast?

As the company research department you always wanted – but faster and better

As a personal research assistant delivering high reward trade set-ups

How do I benefit from The Trend Day Forecast?

As stand alone trades

As trade ideas to combine w/ your own work and expertise

As hedging ideas for existing positions

As a way to broaden and balance your book

When does The Trend Day Forecast come out?

First run: 01:00 am ct (European open)

Intraday runs: Real time European open to USA close

Final run: 15:00 pm ct

What is The Trend Day Forecast based on?

By looking at similar trades in the past we’re sometimes able to gain insight into tomorrow.

Performance History

Trend Day Forecast – Un-leveraged P&L

P&L since inception: +$102,867 (13 months, +$7,912/contract/month)

Percent Wins: +61%

Months profitable: +76%

MaxDD: -2.6%

t Score: 3.12 (statistically significant)

Trend Day Forecast – March 2013 Un-leveraged P&L

P&L: +$26,198 per contract

Percent Wins March:  +76%

More details are here.

Papers

Books and papers on testing trading ideas.